A-Share Screen for Metaverse Stocks with Recent Limit-Up Momentum

Summary

This Chinese-language article proposes screening mainland Chinese stocks in the metaverse sector using two price conditions: the 9:25 price change must be below 6%, and the stock must have more than two limit-up days within the prior ten days. The first condition aims to avoid stocks with a large early move, while the recent limit-up count serves as a simple momentum filter. The article gives both a formula-style description and a Python example that retrieves sector and daily-price data, then sorts qualifying names by price.

The article cautions that this narrow screen omits fundamentals, broader market sentiment, and other technical signals. It may exclude attractive stocks that have not recently hit the daily limit. The examples do not report backtest results or establish that the thresholds are predictive; the implementation also depends on accurate sector membership, market-limit rules, and data conventions. Suggested extensions include adding fundamental, sentiment, or technical factors, but these are not tested in the document.

Key ideas

• The screen restricts candidates to the metaverse sector of Chinese equities.
• It requires the 9:25 price change to be below 6% and more than two limit-up days in ten days.
• Recent limit-up frequency is used as a rough proxy for upward momentum.
• The article provides formula and Python examples but reports no strategy performance.
• The screen omits fundamentals and market sentiment and can miss stocks without recent limit-up moves.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.